CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 03-Dec-2021

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	0.8865	0.8835	-0.0030	-0.3%	0.8817
High	0.8873	0.8885	0.0012	0.1%	0.8887
Low	0.8824	0.8802	-0.0022	-0.2%	0.8776
Close	0.8837	0.8880	0.0043	0.5%	0.8880
Range	0.0050	0.0083	0.0034	67.7%	0.0112
ATR	0.0067	0.0069	0.0001	1.6%	0.0000
Volume	106,347	142,016	35,669	33.5%	770,613

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9105	0.9075	0.8926
R3	0.9022	0.8992	0.8903
R2	0.8939	0.8939	0.8895
R1	0.8909	0.8909	0.8888	0.8924
PP	0.8856	0.8856	0.8856	0.8863
S1	0.8826	0.8826	0.8872	0.8841
S2	0.8773	0.8773	0.8865
S3	0.8690	0.8743	0.8857
S4	0.8607	0.8660	0.8834

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9143	0.8941
R3	0.9071	0.9031	0.8911
R2	0.8959	0.8959	0.8900
R1	0.8920	0.8920	0.8890	0.8939
PP	0.8848	0.8848	0.8848	0.8857
S1	0.8808	0.8808	0.8870	0.8828
S2	0.8736	0.8736	0.8860
S3	0.8625	0.8697	0.8849
S4	0.8513	0.8585	0.8819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8887	0.8776	0.0112	1.3%	0.0078	0.9%	94%	False	False	154,122
10	0.8887	0.8657	0.0231	2.6%	0.0083	0.9%	97%	False	False	151,771
20	0.8887	0.8657	0.0231	2.6%	0.0068	0.8%	97%	False	False	124,570
40	0.8972	0.8657	0.0316	3.6%	0.0060	0.7%	71%	False	False	116,816
60	0.9172	0.8657	0.0515	5.8%	0.0057	0.6%	43%	False	False	113,383
80	0.9173	0.8657	0.0517	5.8%	0.0052	0.6%	43%	False	False	89,401
100	0.9206	0.8657	0.0550	6.2%	0.0051	0.6%	41%	False	False	71,535
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	41%	False	False	59,620

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9238
2.618	0.9102
1.618	0.9019
1.000	0.8968
0.618	0.8936
HIGH	0.8885
0.618	0.8853
0.500	0.8844
0.382	0.8834
LOW	0.8802
0.618	0.8751
1.000	0.8719
1.618	0.8668
2.618	0.8585
4.250	0.8449

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	0.8868	0.8868
PP	0.8856	0.8855
S1	0.8844	0.8843

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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